| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310458.8846 | 129585.8862 | 180872.9984 | 776313.5721 | -17304.8363 | 793618.4084 |
| Total P&L (%) | 310.4589 | 129.5859 | 180.873 | 776.3136 | -17.3048 | 793.6184 |
| Avg Daily Profit (%) | 0.1644 | 0.0686 | 0.0958 | 0.115 | -0.0101 | 0.116 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63781 | -87462 | -31988 | -757239 | -864725 | -91129 |
| Profit Factor | 2.4995 | 2.0313 | 3.2221 | 1.5692 | 0.9832 | 3.3929 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
| Profitability (%) | 81.3953 | 83.7209 | 79.0698 | 81.3953 | 83.7209 | 79.0698 |
| Ratio Avg Win / Avg Loss | 0.5713 | 0.395 | 0.8529 | 0.3587 | 0.1912 | 0.8981 |
| Largest Winning Trade | 52350 | 52350 | 35560 | 142335 | 101432 | 142335 |
| Largest Losing Trade | -63026 | -63026 | -31988 | -682302 | -682302 | -91129 |
| Avg Bars in Trades | 41 | 48 | 33 | 41 | 48 | 33 |
| Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
| Avg Bars in Losers | 153 | 215 | 104 | 153 | 215 | 104 |
| Bars Traded | 3555 | 2099 | 1456 | 3555 | 2099 | 1456 |
| Profit Streak | 0 | 338.2861 | 0 | 0 | 338.2861 | 0 |
| Trades During Streak | 0 | 17 | 0 | 0 | 17 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 498052 | -94367 | -57938 | -34500 | -574888 | -30184 |
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3778,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760251919717,
"expiration_time": 1765123488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 200,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
310458.8846289262,
129585.8862420298,
180872.9983868963,
776313.5721164637,
-17304.8363290478,
793618.4084455116
],
[
310.458885,
129.585886,
180.872998,
776.313572,
-17.304836,
793.618408
],
[
0.164351,
0.0686,
0.095751,
0.114971,
-0.010058,
0.116007
],
[
10,
10,
10,
10,
10,
10
],
[
-63781,
-87462,
-31988,
-757239,
-864725,
-91129
],
[
2.499466,
2.031326,
3.222121,
1.569157,
0.983237,
3.39285
],
[
86,
43,
43,
86,
43,
43
],
[
70,
36,
34,
70,
36,
34
],
[
16,
7,
9,
16,
7,
9
],
[
81.395349,
83.72093,
79.069767,
81.395349,
83.72093,
79.069767
],
[
0.571306,
0.39498,
0.852914,
0.358664,
0.191185,
0.898107
],
[
52350,
52350,
35560,
142335,
101432,
142335
],
[
-63026,
-63026,
-31988,
-682302,
-682302,
-91129
],
[
41,
48,
33,
41,
48,
33
],
[
15,
16,
15,
15,
16,
15
],
[
153,
215,
104,
153,
215,
104
],
[
3555,
2099,
1456,
3555,
2099,
1456
],
[
0,
338.286108,
0,
0,
338.286108,
0
],
[
0,
17,
0,
0,
17,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
498052,
-94367,
-57938,
-34500,
-574888,
-30184
]
]
}
{
"trading_pair": "YFI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3778,
"evaluation_days": 1889,
"actual_first_datapoint_time": 1597060800000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760251919717,
"expiration_time": 1765123488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 200,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|